+68.0%
LIN vs SAP
+77.5%
-9.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.0% |
| 7D | +3.6% | +4.0% | -0.4% | +2.6% |
| 30D | +6.4% | +15.7% | -9.3% | +2.5% |
| 3M | +6.5% | +23.4% | -16.9% | +0.7% |
| 6M | +4.9% | +41.3% | -36.4% | -5.2% |
| YTD | +23.4% | +2.0% | +21.4% | +22.6% |
| 1Y | +26.3% | -5.1% | +31.4% | +28.8% |
| 3Y | +38.0% | +82.1% | -44.2% | +1.7% |
| 5Y | +68.0% | +77.2% | -9.2% | +12.1% |
| All | +68.0% | +77.5% | -9.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling